I'm runnning this automated strategy. Recently some orders didnt get filled and returned an error message. Maybe somebody can clarify this?
8/13/2014 3:00:03 PM Order FXCM, Order rejected: Order price too far from market price :95.262 vs 95.266 affected Order: SellShort 10000 Limit @ 95.27
8/13/2014 3:00:03 PM Strategy Strategy 'TestStrategy/44b662704daa468e8b66c14d6f9f1933' submitted an order that generated the following error 'UnableToSubmitOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
I'm basically running an EnterLongLimit and EnterShortLimit order based on a last bar close price.
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